Quadrature as a least-squares and minimax problem
Numerical Analysis
2012-06-04 v1
Abstract
The vector of weights of an interpolatory quadrature rule with preassigned nodes is shown to be the least-squares solution of an overdetermined linear system here called {\em the fundamental system} of the rule. It is established the relation between and the minimax solution of the fundamental system, and shown the constancy of the -norms of the respective residual vectors which are equal to the {\em principal moment} of the rule. Associated to and we define several parameters, such as the angle of a rule, in order to assess the main properties of a rule or to compare distinct rules. These parameters are tested for some Newton-Cotes, Fej\'er, Clenshaw-Curtis and Gauss-Legendre rules.
Cite
@article{arxiv.1206.0281,
title = {Quadrature as a least-squares and minimax problem},
author = {Mário M. Graça},
journal= {arXiv preprint arXiv:1206.0281},
year = {2012}
}